Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.691 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51656.42 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48457.36 Kr¶

PnL: ---------------------------------------> -630.21 Kr¶

DD now: ---------------------------------> -0.554 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 10:32:26.728407'

Anic Portfolio¶

Today¶

Return: 0.033 %¶

This Week¶

Return: 8.688 %¶

Total¶

Return: 69.11 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 3.650000 806.800000 133.800000 19.880000 673.000000
Nordea Bank Abp 29 1.030000 3568.160000 114.160000 3.310000 3453.999992
HEBA B 70 2.360000 2737.000000 101.000000 3.830000 2636.000010
SAAB B 8 1.220000 3458.400000 81.400000 2.410000 3377.000000
Swedbank A 3 2.200000 614.400000 50.400000 8.940000 564.000000
Resurs Holding 22 1.260000 619.080000 45.080000 7.850000 573.999998
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
AcadeMedia 12 0.890000 596.640000 39.640000 7.120000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.160000 388.100000 33.100000 9.320000 355.000000
Intrum 4 1.970000 550.000000 23.000000 4.360000 527.000000
Norva24 Group 16 -2.500000 561.600000 18.600000 3.430000 543.000000
Eastnine 4 1.600000 508.800000 17.800000 3.630000 491.000000
OEM International B 7 0.260000 543.900000 15.900000 3.010000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 1.050000 578.040000 8.040000 1.410000 570.000000
Coor Service Management Hold. 8 1.050000 539.600000 7.600000 1.430000 532.000000
Samhällsbyggnadsbo. i Norden D 12 2.040000 252.240000 6.240000 2.540000 246.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Fasadgruppen Group 38 -0.550000 4142.000000 1.000000 0.020000 4140.999992
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.320000 546.000000 0.000000 0.000000 546.000000
Corem Property Group B 59 1.780000 573.780000 -3.220000 -0.560000 576.999999
Midsona B 63 0.770000 579.600000 -3.400000 -0.580000 582.999984
Boozt 12 1.180000 1650.000000 -4.000000 -0.240000 1653.999996
Sampo Oyj SDB 7 0.370000 3836.000000 -14.000000 -0.360000 3850.000000
CTEK 13 1.870000 509.210000 -24.790000 -4.640000 533.999999
International Petroleum Corp. 5 -0.270000 561.000000 -33.570000 -5.650000 594.565215
Essity B 2 -0.920000 540.400000 -33.600000 -5.850000 574.000000
Vivesto 1368 -0.150000 560.060000 -52.940000 -8.640000 612.999432
Essity A 4 -0.550000 1086.000000 -63.000000 -5.480000 1149.000000
Beijer Electronics Group 27 -1.800000 2948.400000 -135.600000 -4.400000 3083.999994
OX2 22 4.100000 1842.500000 -146.500000 -7.370000 1989.000002
Axfood 15 -4.310000 3859.500000 -440.500000 -10.240000 4300.000005
Ovzon 64 -1.130000 3360.000000 -636.000000 -15.920000 3996.000000
TOTAL 48457.360000 -630.210000 -0.55436% 49087.564636

Updated:¶

'2023-02-01 10:32:39.663652'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶